Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Computerized method"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing methods and hedging st...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Computerized method
Optimal trading
3
Theorie
3
Theory
3
HJB equation
2
Hedging
2
Mathematical programming
2
Mathematische Optimierung
2
Mean quadratic variation
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Computerunterstützung
1
Derivat
1
Derivative
1
HJB PDE
1
Investment Fund
1
Investmentfonds
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Risikomanagement
1
Risk management
1
Simulation
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
arrival price
1
implementation shortfall
1
interpolation
1
mean quadratic variation
1
mean variance
1
pre-commitment
1
scaled grid
1
time consistent
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Coleman, T. F.
1
Forsyth, Peter
1
Verma, A.
1
Vetzal, Kenneth R.
1
Windcliff, H.
1
Published in...
All
Journal of economic dynamics & control
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An object-oriented framework for valuing shout options on high-performance computer architectures
Windcliff, H.
;
Vetzal, Kenneth R.
;
Forsyth, Peter
;
Verma, A.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1133-1161
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001734585
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
